+94.9%
AAPL vs STRL
+337.2%
-242.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.0% | -12.5% | +1.7% |
| 7D | +3.7% | -13.3% | +17.0% | +4.0% |
| 30D | +4.2% | -43.3% | +47.5% | +6.9% |
| 3M | +12.0% | -46.9% | +58.9% | +15.2% |
| 6M | +19.8% | -65.6% | +85.4% | +26.0% |
| YTD | +29.3% | -5.1% | +34.4% | +21.1% |
| 1Y | +31.1% | -23.1% | +54.2% | +25.1% |
| 3Y | +94.9% | +346.8% | -252.0% | +50.3% |
| All | +94.9% | +337.2% | -242.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling